Functional Analysis for Probability and Stochastic Processes: An Introduction
| Author | : | |
| Rating | : | 4.60 (958 Votes) |
| Asin | : | 0521831660 |
| Format Type | : | paperback |
| Number of Pages | : | 408 Pages |
| Publish Date | : | 2013-10-16 |
| Language | : | English |
DESCRIPTION:
. Adam Bobrowski is a Professor of Mathematics at Lublin University
"My impression is that this text might well succeed as an attractive introduction to, or even as propaganda for the subject of probability and stochastic processes for a well-educated analyst without a probabilistic background."N.H. Bingham, Journal of the American Statistical Association
Designed for students of probability and stochastic processes, as well as for students of functional analysis, specifically, this volume presents some chosen parts of functional analysis that can help clarify probability and stochastic processes. The subjects range from basic Hilbert and Banach spaces, through weak topologies and Banach algebras, to the theory of semigroups of bounded linear operators. Numerous standard and non-standard examples and exercises make the book suitable as a course textbook or for self-study.
Delicate Balance between the Two Subjects This book was developed for a class taught at Rice University that covered both Functional Analysis and Probablity/Statistics. It required the development of this book that gives a good introduction to functional analysis for statisticians and an introduction to